What do they know? A lot.
There's a phenomenal series running in the Wall Street Journal about digital privacy (or the lack thereof) called What They Know, which found that:
...the tracking of consumers has grown both far more pervasive and far more intrusive than is realized by all but a handful of people in the vanguard of the industry.
Today's article is about the extensive information some websites have about you even before you tell them anything: "On the Web's Cutting Edge, Anonymity in Name Only." It's pretty powerful stuff -- or alarming, depending on your point of view. Previous articles explored the range of tracking technologies (the Journal calls it "spying") installed on your computer by popular websites, and how Microsoft chose not to include strict privacy features in its latest version of Internet Explorer.
It also includes some nifty interactive features like this Tracker Scorecard showing which sites use which tracking technologies. It turns out that dictionary.com, of all places, is the worst privacy offender of the 50 most popular U.S. websites.
Everyone who browses the Web (which is to say, everyone) should know about this. It's outside the Journal's firewall so you don't need a subscription.